Connecting to LinkedIn...

Connecting to LinkedIn...

W1siziisijiwmtqvmdkvmzavmtavndevmzevmzkxl3n0b2nrx3bob3rvx2pvynnfynv0dg9ux29ux2tlewjvyxjkxzgwmdu4mtgxlmpwzyjdlfsiccisinrodw1iiiwimtkymhgxmjuwiyjdxq

Quant Developer

Job Title: Quant Developer
Contract Type: Contract
Location: London, London
Industry:
Salary: £600 - £700 per day + Negotiable
Start Date: ASAP
Duration: 6 Months
REF: SDBO2277
Contact Name: Sadiye Booker
Contact Email: sadiyeb@montash.com
Job Published: over 1 year ago

Job Description

Title: Quant Developer
Location:
London
Salary/Rate:
£600-£700

Montash have been engaged by a large financial services client based in London to secure an experienced Quant Developer immediately. This position requires a strong cooperation with trading and the Global Markets IT division in order to ensure all quant development integrate optimally with the IT ecosystem within the organisation to ensure best deliveries to the organisation. The Quant Developer will be working within the Global Markets Quantitative Research division.

Job Purpose

The Quant Developer will be tasked to build along with the Global Markets IT a new architecture to calculate counterparty risk and capital numbers at portfolio level for use for Counterparty risk hedging and funding risk monitoring etc. The role is being offered to participate in this major project and work within the Counterparty and regulatory quant team.

Ideal candidate

The ideal candidate will have come from a mathematical/statistical educational background and will have extensive experience within financial services working with large scale libraries and dealing with C#, C++ and have knowledge of XML.

Key Responsibilities:

  • Develop and test and additional modules necessary for the project.
  • Develop the trade description conversion module to cover all required derivatives products.
  • Interact with the grid computing framework to deliver risk measures at portfolio level.

Key Requirements:

  • Extensive experience with C#, C++ and XML.
  • Strong financial services background.
  • Comfortable with large scale libraries.
  • Strong experience in networks and heavy IO based systems.

If this role may be suitable or you know someone who may be interested, please feel free to contact me on sadiyeb@montash.com.

Similar Jobs You May Also Be Interested In

Social Stream

Latest News

W1siziisijiwmtcvmdivmtuvmtyvntivmjuvnzkwl2n5ymvyigf0dgfja3muanbnil0swyjwiiwidgh1bwiilcizodb4mtawiyjdxq

UK threatened by serious cyber attacks every ...

2017-02-15 16:00:00 +0000

The security of the UK has been threatened by 188 serious cyber attacks in the last three months, a government security chief has said. National Cyber Security Centre (NCSC) Chief Executive Ciaran Martin told The Sunday Times that national security was put at risk by many of these attacks. Martin was speaking ahead of the official opening of the NCSC, which has been set up to protect critical services in the UK from such attacks and improve underlying i...

W1siziisijiwmtcvmdivmdgvmtavmzcvmzkvnjkyl0n5ymvyifnly3vyaxr5lmpwzyjdlfsiccisinrodw1iiiwimzgwedewmcmixv0

British cyber security workforce rises 163%

2017-02-08 10:00:00 +0000

Data from the UK has shown that the cyber security workforce has grown considerably over the past five years. According to a new report from cyber skills promotion network Tech Partnership, there are now 58,000 more workers in this industry – a rise of 163 per cent. It shows the growing importance of these professionals, with firms across a vast range of industries turning to cyber security specialists to safeguard their data. To collate the report, the...